ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
111-220 |
112-097 |
0-197 |
0.6% |
113-305 |
| High |
112-092 |
112-242 |
0-150 |
0.4% |
114-260 |
| Low |
111-175 |
111-202 |
0-027 |
0.1% |
112-020 |
| Close |
112-025 |
112-170 |
0-145 |
0.4% |
112-212 |
| Range |
0-237 |
1-040 |
0-123 |
51.9% |
2-240 |
| ATR |
1-046 |
1-045 |
0-000 |
-0.1% |
0-000 |
| Volume |
425,643 |
395,540 |
-30,103 |
-7.1% |
3,112,742 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-218 |
115-074 |
113-048 |
|
| R3 |
114-178 |
114-034 |
112-269 |
|
| R2 |
113-138 |
113-138 |
112-236 |
|
| R1 |
112-314 |
112-314 |
112-203 |
113-066 |
| PP |
112-098 |
112-098 |
112-098 |
112-134 |
| S1 |
111-274 |
111-274 |
112-137 |
112-026 |
| S2 |
111-058 |
111-058 |
112-104 |
|
| S3 |
110-018 |
110-234 |
112-071 |
|
| S4 |
108-298 |
109-194 |
111-292 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-137 |
119-255 |
114-056 |
|
| R3 |
118-217 |
117-015 |
113-134 |
|
| R2 |
115-297 |
115-297 |
113-053 |
|
| R1 |
114-095 |
114-095 |
112-293 |
113-236 |
| PP |
113-057 |
113-057 |
113-057 |
112-288 |
| S1 |
111-175 |
111-175 |
112-131 |
110-316 |
| S2 |
110-137 |
110-137 |
112-051 |
|
| S3 |
107-217 |
108-255 |
111-290 |
|
| S4 |
104-297 |
106-015 |
111-048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-232 |
111-075 |
2-157 |
2.2% |
1-027 |
1.0% |
52% |
False |
False |
351,784 |
| 10 |
114-260 |
111-075 |
3-185 |
3.2% |
1-047 |
1.0% |
36% |
False |
False |
492,919 |
| 20 |
114-260 |
111-075 |
3-185 |
3.2% |
1-058 |
1.1% |
36% |
False |
False |
572,510 |
| 40 |
115-000 |
111-062 |
3-258 |
3.4% |
1-003 |
0.9% |
35% |
False |
False |
612,185 |
| 60 |
115-000 |
109-240 |
5-080 |
4.7% |
0-267 |
0.7% |
53% |
False |
False |
411,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-172 |
|
2.618 |
115-224 |
|
1.618 |
114-184 |
|
1.000 |
113-282 |
|
0.618 |
113-144 |
|
HIGH |
112-242 |
|
0.618 |
112-104 |
|
0.500 |
112-062 |
|
0.382 |
112-020 |
|
LOW |
111-202 |
|
0.618 |
110-300 |
|
1.000 |
110-162 |
|
1.618 |
109-260 |
|
2.618 |
108-220 |
|
4.250 |
106-272 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-134 |
112-113 |
| PP |
112-098 |
112-056 |
| S1 |
112-062 |
111-318 |
|